+2,357.9%
EXC vs CMI
+19,796.6%
-17,438.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.2% | +1.9% | -0.7% | +0.9% |
| 30D | -2.7% | -12.5% | +9.8% | -0.3% |
| 3M | -1.0% | -16.2% | +15.2% | +1.9% |
| 6M | -9.3% | +4.9% | -14.1% | -11.1% |
| YTD | +3.6% | +11.1% | -7.5% | -0.1% |
| 1Y | +5.9% | +43.4% | -37.5% | -3.3% |
| 3Y | +21.3% | +154.1% | -132.8% | -2.8% |
| 5Y | +46.2% | +169.5% | -123.3% | +14.7% |
| 10Y | +151.5% | +503.8% | -352.3% | +66.3% |
| All | +2,357.9% | +19,796.6% | -17,438.7% | +739.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling